+382.9%
VUG vs CMS
+126.5%
+256.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -11.1% | +7.2% | -18.3% | -12.9% |
| 3M | -7.2% | -1.3% | -6.0% | -7.1% |
| 6M | -4.1% | -4.3% | +0.2% | -3.4% |
| YTD | +1.4% | +2.1% | -0.7% | -0.1% |
| 1Y | +1.9% | -0.6% | +2.5% | +1.1% |
| 3Y | +77.7% | +38.0% | +39.7% | +55.0% |
| 5Y | +57.6% | +33.6% | +24.0% | +37.1% |
| All | +382.9% | +126.5% | +256.4% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling